Price Tick Size [L]
This message provides the price ticks (steps) for the orderbooks in the system. It should be used as a lookup from Orderbook Directory [R] messages.
Name | Offset | Length | Value | Description |
|---|---|---|---|---|
Type | 0 | 1 | Alpha | Price Tick Size Message identifier: "L" |
Timestamp | 1 | 4 | Unsigned Integer | Nanoseconds since last ITCH Timestamp "T" message. |
TickSizeTableId | 5 | 4 | Unsigned Integer | Price Tick Size Table identifier, to be looked up from Orderbook Directory [R] messages. |
TickSize | 9 | 8 | Unsigned Integer | Price Tick Size. |
PriceStart | 17 | 8 | Unsigned Integer | Starting Price for this Tick Size. |